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Auction Price of 0 or -1

 

Hello,

I've been running a script to collect open auction price data for stocks on the S&P 500 with some mixed success. This script runs from 9:25 AM to a little past 9:30 AM when open auctions have ended.?I'm able to receive valid auction prices for certain stocks, but for others I receive values of 0 or -1.?

I've noticed that for stocks on the NYSE, all auction prices remain valid until after 9:30 AM, which makes sense since auctions have ended. However, for stocks on the NASDAQ I don't receive any valid auction prices until after around ~9:28 AM. Before this time I only received an auction price of 0 for NASDAQ stocks.?

Anyone have any idea what's going on here? Would really appreciate any advice.?

Thank you,
Chuck
 

I guess that others members as well as I need more technical info.
Generally it's good practice to include a a code snippet that at show the calls you make to TWS API and allow to guess how you fill it.
Here for example I wonder how technically you specify "NASDAQ" to the API, maybe you used ISLAND maybe SMART etc ...
 

It means price is not available yet
 

Apologies, this is my first time on the forum. I am using ISLAND to route to NASDAQ.?

Vadim's reply makes sense though, it seems that NASDAQ doesn't disseminate auction data until 9:28.?

Thanks a lot! I'll rework this and try again on Monday.?

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